+241.7%
MNST vs FN
+900.0%
-658.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.1% | -3.7% | -0.9% |
| 7D | -6.5% | -1.7% | -4.8% | -6.3% |
| 30D | -7.2% | -22.0% | +14.8% | -5.5% |
| 3M | -1.0% | -43.0% | +42.0% | +3.6% |
| 6M | +11.5% | -27.7% | +39.2% | +12.4% |
| YTD | +14.3% | -10.5% | +24.8% | +11.5% |
| 1Y | +38.1% | +12.5% | +25.6% | +29.8% |
| 3Y | +55.0% | +153.8% | -98.8% | +21.0% |
| 5Y | +79.6% | +288.0% | -208.4% | +24.6% |
| All | +241.7% | +900.0% | -658.3% | +98.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded FN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling